-38.4%
U vs SPXL
+440.8%
-479.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.7% | +0.3% |
| 7D | 0.0% | -6.0% | +6.0% | +4.8% |
| 30D | -4.1% | -5.8% | +1.7% | +0.2% |
| 3M | +57.8% | +10.9% | +46.9% | +44.1% |
| 6M | +103.5% | +31.9% | +71.6% | +60.0% |
| YTD | -4.8% | +25.8% | -30.5% | -21.8% |
| 1Y | -2.4% | +39.8% | -42.2% | -26.0% |
| 3Y | +11.7% | +219.9% | -208.2% | -59.9% |
| 5Y | -68.9% | +141.1% | -209.9% | -86.5% |
| All | -38.4% | +440.8% | -479.2% | -82.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXL.
Daily Out/Under-Performance
Portfolio return minus SPXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SPXL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling